PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-12 22:49:09.611784+00:00 (UTC)
In US/Central Time, this is 2024-03-12 17:49:09.611784-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897800 -0.476537 0.085297 -0.006968 0.546091 0.254942
1997-01-03 -0.886092 -0.476537 -0.156467 0.008556 0.745650 0.205797
1997-01-06 -0.882189 -0.476537 -0.065054 -0.014730 0.778525 0.269723
1997-01-07 -0.882189 -0.455704 -0.130006 -0.045779 0.838145 0.383307
1997-01-08 -0.893897 -0.455704 -0.022956 -0.084590 0.786185 0.496500
... ... ... ... ... ... ...
2024-03-06 -0.815844 -1.528618 -0.713367 1.669670 1.123676 -0.203220
2024-03-07 -0.815844 -1.497368 -0.720584 1.809390 1.133000 -0.250780
2024-03-08 -0.819747 -1.476535 -0.684499 1.871488 1.023217 -0.227792
2024-03-11 -0.819747 -1.497368 -0.626765 1.871488 0.924916 -0.175476
2024-03-12 -0.819747 -1.507785 -0.626765 1.871488 0.919090 -0.175476

7185 rows × 6 columns

../_images/8a4df5cdab7cdb8dfec654b82acefba913ecec41161933bcc8bb7a3a1b768a11.png
pc1
DATE
1997-01-02   -0.579695
1997-01-03   -0.685925
1997-01-06   -0.668801
1997-01-07   -0.705204
1997-01-08   -0.674846
                ...   
2024-03-06   -1.512263
2024-03-07   -1.532363
2024-03-08   -1.511498
2024-03-11   -1.487055
2024-03-12   -1.488680
Name: PC1, Length: 7185, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/dba02b554fb8d98b7a013b37ca71141b9b2d553df3e0df07580f4fca8958b6a1.png
fig = px.line(pc1)
fig.show()
../_images/1a60692673d9b9960b6e886c7d093f530ef7690f10073d97fa2aca94dd99ef2c.png